ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 126-012 125-318 -0-015 0.0% 125-275
High 126-015 126-020 0-005 0.0% 126-032
Low 125-312 125-292 -0-020 0.0% 125-275
Close 126-000 125-315 -0-005 0.0% 126-025
Range 0-022 0-048 0-025 111.1% 0-078
ATR 0-052 0-051 0-000 -0.6% 0-000
Volume 352,819 537,096 184,277 52.2% 2,455,068
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-138 126-114 126-021
R3 126-091 126-067 126-008
R2 126-043 126-043 126-004
R1 126-019 126-019 125-319 126-008
PP 125-316 125-316 125-316 125-310
S1 125-292 125-292 125-311 125-280
S2 125-268 125-268 125-306
S3 125-221 125-244 125-302
S4 125-173 125-197 125-289
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 126-237 126-208 126-068
R3 126-159 126-131 126-046
R2 126-082 126-082 126-039
R1 126-053 126-053 126-032 126-068
PP 126-004 126-004 126-004 126-011
S1 125-296 125-296 126-018 125-310
S2 125-247 125-247 126-011
S3 125-169 125-218 126-004
S4 125-092 125-141 125-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-035 125-285 0-070 0.2% 0-038 0.1% 43% False False 476,397
10 126-065 125-255 0-130 0.3% 0-050 0.1% 46% False False 556,037
20 126-065 125-218 0-168 0.4% 0-053 0.1% 58% False False 731,916
40 126-125 125-218 0-228 0.6% 0-050 0.1% 43% False False 369,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126-222
2.618 126-144
1.618 126-097
1.000 126-068
0.618 126-049
HIGH 126-020
0.618 126-002
0.500 125-316
0.382 125-311
LOW 125-292
0.618 125-263
1.000 125-245
1.618 125-216
2.618 125-168
4.250 125-091
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 125-316 126-004
PP 125-316 126-001
S1 125-315 125-318

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These figures are updated between 7pm and 10pm EST after a trading day.

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